Astill, S., Taylor, A. R., Kellard, N., & Korkos, I. (2023). Using covariates to improve the efficacy of univariate bubble detection methods. Journal of Empirical Finance, 70, 342-366.
WORKING PAPERS
Korkos, I., Astill, S., & Kellard, N., (2019). Wild Bootstrap Testing for Speculative Bubbles using Spot and Futures Prices, Working Paper, October 2019.
Korkos, I., Astill, S., & Kellard, N. (2019). Testing for Bubbles in Commodity Spot and Futures using a Coexplosive Autoregression, Working Paper, October 2019
Korkos, I. (2014). Towards a new stock bubble? [in Greek] www.capital.gr link to the article